Euro can be pluralized in either way, but it's colloquial (word of the day :)).
I'm English and I would say five euros, but I have Irish friends who say five euro. I don't think it matters.
It doesn't get capitalized outside normal convention - at the start of a sentence, for example.
It's five million dollars, not five millions of dollars. "He has five million dollars". You would use millions more generally: there are millions of people living in London.